BA option chain The Boeing Company
Cboe delayed options data · as of 09:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.2% (168.59–211.13) · ATM IV 33.6% · P/C open interest 0.58
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 91.70 | 100.25 | 93 | 65.0% | 1.00 | 0.0001 | -0.002 | 95 | 0 | 0.0200 | 1,240 | 55.7% | -0.00 | 0.0001 | -0.002 | ||
| 88.30 | 93.25 | 5 | 441 | 1.00 | 0.0002 | -0.003 | 100 | 0 | 0.1000 | 14 | 794 | 60.4% | -0.00 | 0.0002 | -0.003 | |
| 81.80 | 90.35 | 8 | 80 | 58.5% | 1.00 | 0.0002 | -0.003 | 105 | 0 | 4.30 | 6 | 436 | 103.1% | -0.00 | 0.0002 | -0.003 |
| 76.85 | 85.40 | 5 | 48 | 55.2% | 1.00 | 0.0003 | -0.004 | 110 | 0 | 0.3300 | 4 | 305 | 60.3% | -0.00 | 0.0003 | -0.004 |
| 73.20 | 77.40 | 114 | 0.99 | 0.0004 | -0.005 | 115 | 0 | 0.2200 | 353 | 53.0% | -0.01 | 0.0004 | -0.005 | |||
| 68.45 | 72.85 | 232 | 0.99 | 0.0005 | -0.006 | 120 | 0 | 0.7600 | 616 | 58.7% | -0.01 | 0.0005 | -0.006 | |||
| 63.20 | 67.95 | 1 | 157 | 0.99 | 0.0007 | -0.007 | 125 | 0.0100 | 4.30 | 2 | 321 | 78.0% | -0.01 | 0.0007 | -0.007 | |
| 58.55 | 62.60 | 393 | 0.99 | 0.0010 | -0.009 | 130 | 0.0100 | 0.3800 | 1,137 | 44.8% | -0.01 | 0.0010 | -0.009 | |||
| 53.90 | 58.05 | 94 | 0.98 | 0.0013 | -0.011 | 135 | 0 | 0.4000 | 898 | 41.1% | -0.02 | 0.0014 | -0.011 | |||
| 48.50 | 53.20 | 121 | 0.98 | 0.0018 | -0.014 | 140 | 0.1700 | 0.4200 | 16 | 785 | 39.8% | -0.03 | 0.0018 | -0.015 | ||
| 43.70 | 48.45 | 129 | 0.97 | 0.0025 | -0.018 | 145 | 0.2600 | 0.4800 | 35 | 768 | 37.4% | -0.04 | 0.0026 | -0.019 | ||
| 39.60 | 42.65 | 2 | 685 | 0.95 | 0.0035 | -0.024 | 150 | 0.5100 | 0.7600 | 38 | 2,326 | 37.3% | -0.05 | 0.0035 | -0.024 | |
| 34.35 | 39.05 | 220 | 28.6% | 0.93 | 0.0047 | -0.031 | 155 | 0.9000 | 1.48 | 24 | 1,953 | 38.6% | -0.07 | 0.0048 | -0.031 | |
| 29.95 | 34.25 | 5 | 639 | 29.5% | 0.90 | 0.0062 | -0.040 | 160 | 1.35 | 1.59 | 79 | 3,097 | 36.2% | -0.10 | 0.0063 | -0.040 |
| 25.90 | 30.40 | 146 | 32.9% | 0.86 | 0.0079 | -0.049 | 165 | 1.76 | 2.82 | 26 | 2,612 | 36.4% | -0.14 | 0.0080 | -0.050 | |
| 21.65 | 26.00 | 150 | 1,596 | 31.6% | 0.81 | 0.0096 | -0.059 | 170 | 2.71 | 3.30 | 148 | 2,646 | 34.9% | -0.19 | 0.0098 | -0.060 |
| 18.80 | 22.40 | 2 | 423 | 34.1% | 0.76 | 0.0113 | -0.068 | 175 | 4.10 | 4.55 | 76 | 4,540 | 35.0% | -0.25 | 0.0115 | -0.070 |
| 16.25 | 17.90 | 44 | 1,189 | 33.6% | 0.69 | 0.0128 | -0.076 | 180 | 5.60 | 6.00 | 46 | 5,727 | 34.5% | -0.31 | 0.0131 | -0.077 |
| 13.30 | 14.65 | 23 | 536 | 33.3% | 0.63 | 0.0140 | -0.081 | 185 | 7.25 | 7.95 | 49 | 1,563 | 33.9% | -0.38 | 0.0143 | -0.083 |
| 10.95 | 11.75 | 109 | 1,562 | 33.4% | 0.55 | 0.0147 | -0.084 | 190 | 9.60 | 10.25 | 133 | 3,018 | 33.8% | -0.46 | 0.0151 | -0.087 |
| 8.75 | 9.45 | 138 | 959 | 33.5% | 0.48 | 0.0149 | -0.084 | 195 | 12.20 | 12.95 | 74 | 1,392 | 33.6% | -0.53 | 0.0154 | -0.087 |
| 6.90 | 7.35 | 314 | 9,185 | 33.4% | 0.41 | 0.0146 | -0.082 | 200 | 15.10 | 16.80 | 65 | 4,625 | 34.5% | -0.61 | 0.0152 | -0.085 |
| 5.30 | 5.90 | 53 | 1,954 | 33.6% | 0.34 | 0.0138 | -0.077 | 205 | 18.75 | 21.05 | 2 | 1,433 | 36.3% | -0.68 | 0.0146 | -0.081 |
| 4.00 | 4.45 | 91 | 2,818 | 33.4% | 0.28 | 0.0127 | -0.070 | 210 | 21.95 | 23.65 | 11 | 2,101 | 33.3% | -0.74 | 0.0136 | -0.075 |
| 3.00 | 3.50 | 234 | 2,264 | 33.6% | 0.23 | 0.0113 | -0.063 | 215 | 24.85 | 30.25 | 2,852 | 36.5% | -0.80 | 0.0124 | -0.069 | |
| 2.30 | 2.60 | 400 | 4,708 | 33.7% | 0.18 | 0.0099 | -0.055 | 220 | 30.55 | 32.50 | 58 | 2,490 | 35.5% | -0.85 | 0.0110 | -0.061 |
| 1.41 | 2.19 | 170 | 1,835 | 33.7% | 0.14 | 0.0084 | -0.047 | 225 | 34.25 | 39.10 | 10 | 985 | 39.8% | -0.89 | 0.0097 | -0.054 |
| 1.17 | 1.46 | 642 | 5,133 | 33.7% | 0.11 | 0.0071 | -0.040 | 230 | 38.30 | 43.80 | 2,300 | 39.5% | -0.93 | 0.0083 | -0.048 | |
| 1.00 | 1.13 | 37 | 1,234 | 34.6% | 0.09 | 0.0059 | -0.034 | 235 | 43.10 | 46.95 | 3 | 769 | 32.5% | -0.95 | 0.0067 | -0.040 |
| 0.6300 | 0.9000 | 34 | 5,485 | 34.5% | 0.07 | 0.0048 | -0.028 | 240 | 47.95 | 53.40 | 10 | 186 | 42.7% | -0.97 | 0.0049 | -0.030 |
| 0.3200 | 1.04 | 18 | 1,434 | 36.1% | 0.05 | 0.0040 | -0.024 | 245 | 52.90 | 57.50 | 3 | 25 | 40.5% | -0.99 | 0.0030 | -0.017 |
| 0.3600 | 0.5100 | 179 | 13.7K | 35.2% | 0.04 | 0.0032 | -0.020 | 250 | 55.45 | 64.00 | -0.99 | 0.0017 | -0.008 | |||
| 0.2100 | 0.8200 | 5 | 1,047 | 38.5% | 0.03 | 0.0027 | -0.017 | 255 | 62.25 | 67.45 | -1.00 | 0.0008 | -0.002 | |||
| 0.1700 | 0.4100 | 21 | 1,417 | 36.8% | 0.03 | 0.0022 | -0.014 | 260 | 67.85 | 72.45 | 46.8% | -1.00 | 0.0003 | 0.000 | ||
| 0.1500 | 0.3000 | 8 | 1,811 | 37.3% | 0.02 | 0.0018 | -0.013 | 265 | 72.85 | 77.45 | 49.0% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.9800 | 5 | 4,443 | 44.1% | 0.02 | 0.0016 | -0.011 | 270 | 77.85 | 82.45 | 51.2% | -1.00 | 0.0000 | 0.000 | ||
| 0.1000 | 0.4400 | 9 | 818 | 41.9% | 0.02 | 0.0013 | -0.010 | 275 | 82.85 | 87.45 | 53.3% | -1.00 | 0.0000 | 0.000 | ||
| 0.0100 | 0.6000 | 1 | 1,252 | 44.4% | 0.01 | 0.0011 | -0.009 | 280 | 87.85 | 92.45 | 55.4% | -1.00 | 0.0000 | 0.000 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs